-17.1%
SLB vs MOD
+911.6%
-928.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.1% | -0.7% |
| 7D | -7.1% | -25.5% | +18.4% | -1.6% |
| 30D | +4.1% | -49.0% | +53.1% | +19.3% |
| 3M | -2.6% | -49.8% | +47.2% | +11.1% |
| 6M | -8.6% | -64.8% | +56.2% | +11.0% |
| YTD | +32.2% | -27.6% | +59.8% | +33.5% |
| 1Y | +40.7% | -35.2% | +75.9% | +44.2% |
| 3Y | -4.5% | +137.1% | -141.7% | -36.1% |
| 5Y | +66.4% | +760.3% | -693.9% | -27.9% |
| All | -17.1% | +911.6% | -928.7% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling